bezier curve with bevel object: nice corner
As Duarte Farrajota Ramos commented, it isn't possible as a 3D-curve at the moment.
However, you can use seperate 2D-curves (see the links in the comments) or make at least the left joint of the corner horizontal:

Use shrink/fatten (alt+S) to fatten it by the factor $\sqrt{2}\approx1.41421$